Testing a Sequence of Observations for a Shift in Location 论文
1977Journal of the American Statistical Association引用 319
Mathematical Dynamics and FractalsStochastic processes and statistical mechanicsBayesian Methods and Mixture Models
摘要
Abstract A possible alternative to the hypothesis that the sequence X 1, X 2, …, Xn are iid N(ξ, σ2) random variables is that at some unknown instant the expectation ξ shifts. The likelihood ratio test for the alternative of a location shift is studied and its distribution under the null hypothesis found. Tables of standard fractiles are given, along with asymptotic results.